EPM Logo

Quant Report – 2025-08-07

This report includes a summary table followed by individual analysis of each fund or stock, including performance metrics, explanations, and charts.

Table Column Definitions:

Ticker Price P/E Ratio ROE Max Drawdown 3Y 200d MA Sharpe (3Y) Alpha (3Y) Beta (3Y) Standard Deviation 3Y Up/Down Ratio
BUFR 32.390 26.766595 0.346131 0.137287 30.506225 0.9252 -0.478661 0.653209 0.101174 1.110712
CGDV 40.860 26.795284 0.316831 0.218083 36.720050 1.2990 5.271846 0.870020 0.141470 1.223183
FLQM 55.190 18.099548 0.323950 0.218991 54.524775 0.5541 -6.482886 1.015584 0.159111 0.788252
AUSF 45.140 15.556938 0.180896 0.122844 43.377745 1.0606 2.437856 0.766424 0.131843 1.198377
SDVD 21.040 15.283510 0.220597 0.245790 21.158764 0.3742 -11.397566 1.185633 0.183975 1.037441
DIVO 43.030 23.769907 0.352059 0.137327 41.345450 0.7974 -1.392059 0.695740 0.113981 0.979489
QQA 51.030 33.167500 0.356377 0.197407 49.007923 NaN 2.820941 0.954933 0.168323 2.940316
XLG 53.770 29.620850 0.411682 0.280252 49.149300 1.0847 3.191914 1.022071 0.171370 1.095209
TMFC 66.120 32.020493 0.397211 0.330583 59.658660 1.1837 5.915547 1.084377 0.187972 1.203034
EFAA 51.410 16.980812 0.166063 0.119750 49.203848 NaN 5.861824 0.271283 0.115655 19.577281
LVHI 33.635 11.575414 0.151764 0.119939 31.740775 1.0686 6.318944 0.511438 0.103854 2.128923
M:SGIIX 77.890 17.975912 0.181088 0.194235 72.870600 0.8815 0.621162 0.639551 0.116338 1.094723
M:JFNIX 66.820 27.122322 0.155002 0.211739 70.147000 0.1384 -7.367968 0.684512 0.143354 0.669587
SHLD 61.290 30.703100 0.212693 0.109209 46.542600 3.9711 57.022200 0.337902 0.160758 -2.241908
IXJ 85.820 24.330900 0.307862 0.181445 89.240400 -0.0910 -10.054082 0.647700 0.132368 0.574930
M:VSMIX 26.940 16.377334 0.103680 0.252620 25.946200 0.7392 -1.393736 1.155714 0.216655 0.953031
M:TGVIX 32.200 18.057060 0.161343 0.336822 28.963950 0.8733 4.224989 1.032646 0.158855 1.204355
M:LCTIX 11.080 NaN NaN 0.033329 11.140800 1.9573 3.280809 0.099784 0.015693 -1.005587
M:WCPBX 9.590 NaN NaN 0.135374 9.608850 -0.0654 1.312660 0.801094 0.056075 1.308433
M:PRWCX 37.680 31.928480 0.253913 0.170672 36.191900 0.8949 -1.257880 0.673023 0.099238 1.014389
M:LBIIX 8.180 NaN NaN 0.217595 8.127950 0.0614 2.841925 1.125156 0.078659 1.248817
M:ADVNX 9.650 24.888004 0.150963 0.118467 9.521650 0.4726 4.465996 0.767347 0.060462 2.094743
EVTR 50.915 NaN NaN 0.040834 50.410102 0.4118 1.904134 1.010436 0.047931 0.683924
M:MFIIX 5.890 NaN NaN 0.181373 5.881050 -0.0701 1.569089 0.973899 0.067431 1.198838
M:SUBFX 12.740 NaN NaN 0.111699 12.461350 0.4087 4.553263 0.922731 0.064071 1.688695
KORP 46.960 NaN NaN 0.149049 46.441666 0.0668 2.246682 0.882200 0.059487 1.358318
M:OMFYX 6.440 NaN NaN 0.166030 6.727850 -0.3068 0.241284 1.183094 0.074904 0.962644
M:MTFGX 9.270 NaN NaN 0.113316 9.393100 -0.2449 0.450908 0.752759 0.047569 1.255917
JHPI 22.630 NaN NaN 0.134550 22.651387 0.2084 3.659898 0.832873 0.091842 2.016710
JHMB 21.650 NaN NaN 0.145248 21.702804 -0.1084 1.171428 0.900834 0.066134 1.193328
JMST 50.965 NaN NaN 0.011308 50.796797 -2.0056 -1.339272 0.104825 0.007800 -4.574348
JSI 52.500 17.953321 0.445697 0.023131 52.070771 1.4145 3.452191 0.358375 0.027055 12.505328
M:FDUIX 9.850 NaN NaN 0.035375 10.222000 0.2803 2.965100 0.573210 0.026681 9.187724

Portfolio Fund Chart (3-Year History)

Index Comparison: U.S. vs Europe vs Asia

MAG7 Forecasts (YTD with Models)

This report includes predictive insights from several well-known quantitative forecasting models:

📊 Forecast Model Outputs (Next 21 Days)

Ticker Fama-French QuantConnect Institutional Linear ML Forecast
AAPL -0.06% 2.79% 3.90% 3.87% 0.02%
MSFT 0.16% 2.55% 3.28% 3.64% 0.06%
AMZN 0.20% 2.54% 3.00% -0.16% 0.01%
NVDA 0.58% 2.14% 1.58% 10.82% 0.12%
GOOG 0.50% 2.58% 2.43% 10.71% 0.12%
META -0.15% 2.31% 1.88% 4.64% 0.07%
TSLA 0.17% 2.37% 4.28% 7.84% 0.07%

News Sentiment Sources: Sentiment analysis is based on financial headlines retrieved from NewsAPI and GNews, filtered through the FinBERT model. These headlines are matched to each ticker daily.